First, because in the unique times of the Old Testament, to be a member of the nation was to be a member of the church.
Second, in the New Testament time, conversion assumed association with a visible, local church congregation.
Third, there are many commands given to Christians that are not properly fulfillable apart from church membership; church discipline, submission to elders, celebration of the Lord’s Supper, and the exercise of spiritual gifts to name just a few. Also, pastors’ and elders’ care of the flock requires there be an identifiable flock.
And this just scratches the surface. The local church congregation is a unique blessing to every Christian, and those who disregard it do so to their hurt.